Credit markets
Cesr joins calls for more derivatives trade reporting
The Committee of European Securities Regulators (Cesr) called this morning for post-trade reporting on several classes of derivatives, including asset-backed securities (ABS) and collateralised debt obligations (CDO).
High correlations spur interest in CCDS
Interest in using contingent credit default swaps (CCDS) as a speculative tool is being fuelled by high levels of cross-asset class correlations, according to some market participants.
Morgan Stanley CDO repack designed to test investor appetite
Morgan Stanley's offering of a repackaged cash collateralised debt obligation (CDO) is designed to test market appetite for this type of risk, said a source familiar with the deal.
Anglo-Irish CDS widen on buyback plans
The cost of credit protection on Anglo Irish Bank soared this week, rising to 679.1 basis points (bp) from 628.9 bp on July 3, as the bank announced plans to buy back billions of pounds and euros in Tier 1 and Tier 2 securities.
CDS: Tighten for first time this week
Credit default swap 5-year mid-levels for structured products issuers (July 9)
CDS: Widen again on recovery fears
Credit default swap 5-year mid-levels for structured products issuers (July 8)
TriOptima tear-ups cut CDS notional by $9 trillion
Swedish technology company TriOptima eliminated $9 trillion in notional outstanding from the credit default swap (CDS) market in the first half of 2009, the firm announced on July 9.
CDS: Widen on fears for global recovery
Credit default swap 5-year mid-levels for structured products issuers (July 7)
CDS: Spreads widen again
Credit default swap 5-year mid-levels for structured products issuers (July 6)
Almost all SIV assets now sold off, Fitch says
The structured investment vehicles (SIVs) at the heart of the credit crisis have now disposed of 95% of their $400 billion in assets, according to analysis released today by credit rating agency Fitch Ratings.
CDS: Slightly wider after Thursday's shock US jobs data
Credit default swap 5-year mid-levels for structured products issuers (July 3)
CDS premiums boost option participation in structured products
Participation rates and coupons in structured products are being boosted by premiums from credit default swaps (CDS) sold on sovereign and corporate entities, say dealers.
NYSE Liffe’s CDS clearing platform in doubt
The central clearing service for credit default swaps (CDS) offered by London-based derivatives exchange NYSE Liffe is “under review”, an official at the firm told Risk .
CDS: Widen after worse-than-expected US jobs data
Credit default swap 5-year mid-levels for structured products issuers (July 2)
CDS: Spreads continue to narrow on positive sentiment
Credit default swap 5-year mid-levels for structured products issuers (July 1)
Difference of opinion emerges on CDS fixed coupons in Europe
European credit derivatives traders remain divided on the number of fixed coupons that should be used for the trading of credit default swaps (CDS), just two weeks after the market was supposed to have switched to using only four standardised coupons.
CMBS re-Remics could make Talf obsolete
A wave of downgrades to highly rated commercial mortgage-backed securities (CMBS) is threatening plans by the US Federal Reserve to rehabilitate the market for existing deals. But a recent trend towards restructuring the transactions could render the…
CDS spreads tighten on European insurers
The cost of credit protection fell on European insurance firms in early trading today, while remaining steady from yesterday on financials.
Strength in adversity
Nordic Risk Rankings 2009
The usual upsets
Regulation
Put to the test
Stress-testing
Let the right one in
Structured Products
